Shuixin Fang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
SOC-MartNet: A Martingale Neural Network for the Hamilton-Jacobi-Bellman Equation without Explicit inf H in Stochastic Optimal Controls
(available as arXiv preprint)
N/APaper
Deep random difference method for high-dimensional quasilinear parabolic partial differential equations
Journal of Computational Physics
2026-05-28Paper
SOC-MartNet: a martingale neural network for the Hamilton-Jacobi-Bellman equation without explicit \(\inf_{u\in U}H\) in stochastic optimal controls
SIAM Journal on Scientific Computing
2025-07-15Paper
ODE-Based Multistep Schemes for Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications
2024-03-11Paper
Strong stability preserving multistep schemes for forward backward stochastic differential equations
Journal of Scientific Computing
2023-06-20Paper


Research outcomes over time


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